Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models (Q4031054)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models |
scientific article |
Statements
1 April 1993
0 references
vector autoregressive moving average processes
0 references
dynamic linear models
0 references
multivariate causal transfer function systems
0 references
latent stationary inputs and outputs
0 references
errors in variables
0 references
covariance structures
0 references
causality constraints
0 references
second-order moments
0 references
time series structures
0 references
block identifiable ARMA processes
0 references
moving average
0 references
Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models (English)
0 references
